+47.5%
ASML vs ON
+45.4%
+2.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.4% |
| 7D | +4.9% | +12.2% | -7.3% | -0.1% |
| 30D | -9.3% | -3.1% | -6.1% | -8.2% |
| 3M | -19.0% | -12.9% | -6.1% | -15.0% |
| 6M | -5.2% | -38.6% | +33.4% | +10.6% |
| YTD | +40.6% | +31.2% | +9.4% | +12.3% |
| 1Y | +47.5% | +47.6% | -0.1% | +11.3% |
| All | +47.5% | +45.4% | +2.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling